Victor Chernozhukov

Victor Chernozhukov's AcademicInfluence.com Rankings

Victor Chernozhukov

Economics

#1529

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Econometrics

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#44

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#18

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Victor Chernozhukov

Mathematics

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#6835

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#1630

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Statistics

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#338

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#102

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Measure Theory

#840

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#1107

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#316

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Economics
Mathematics

Victor Chernozhukov's Degrees

PhD Economics University of California, Berkeley
Bachelors Mathematics Moscow State University

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Why Is Victor Chernozhukov Influential?

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According to Wikipedia, Victor Chernozhukov is a Russian-American statistician and economist currently at Massachusetts Institute of Technology. His current research focuses on mathematical statistics and machine learning for causal structural models in high-dimensional environments. He graduated from the University of Illinois at Urbana-Champaign with a master's in statistics in 1997 and received his PhD in economics from Stanford University in 2000.

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Victor Chernozhukov's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Double/Debiased Machine Learning for Treatment and Structural Parameters (2017) (1240)
Inference on Treatment Effects after Selection Amongst High-Dimensional Controls (2011) (1114)
An IV Model of Quantile Treatment Effects (2002) (946)
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain (2010) (768)
An MCMC Approach to Classical Estimation (2002) (756)
Inference on Counterfactual Distributions (2009) (667)
Estimation and Confidence Regions for Parameter Sets in Econometric Models (2007) (647)
Bayesian Econometrics (2007) (638)
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming (2010) (621)
Least Squares After Model Selection in High-Dimensional Sparse Models (2009) (574)
Instrumental quantile regression inference for structural and treatment effect models (2006) (556)
High-Dimensional Methods and Inference on Structural and Treatment Effects (2013) (508)
Quantile and Probability Curves without Crossing (2007) (469)
Instrumental variable quantile regression: A robust inference approach (2008) (452)
L1-Penalized Quantile Regression in High Dimensional Sparse Models (2009) (434)
Intersection bounds: estimation and inference (2009) (409)
Quantile Regression Under Misspecification, with an Application to the U.S. Wage Structure (2004) (397)
Optimal Targeted Lockdowns in a Multi-Group Sir Model (2020) (391)
Quantile regression (2019) (367)
A Multi-Risk SIR Model with Optimally Targeted Lockdown (2020) (350)
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (2013) (337)
Program evaluation and causal inference with high-dimensional data (2013) (287)
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S. (2020) (275)
Central limit theorems and bootstrap in high dimensions (2014) (273)
Gaussian approximation of suprema of empirical processes (2012) (260)
Extremal Quantile Regression (2005) (244)
Three-Step Censored Quantile Regression and Extramarital Affairs (2002) (243)
Conditional value-at-risk: Aspects of modeling and estimation (2000) (240)
Double/Debiased/Neyman Machine Learning of Treatment Effects (2017) (234)
Average and Quantile Effects in Nonseparable Panel Models (2009) (221)
Comparison and anti-concentration bounds for maxima of Gaussian random vectors (2013) (214)
Instrumental variable estimation of nonseparable models (2007) (211)
The Reduced Form: A Simple Approach to Inference with Weak Instruments (2005) (204)
Some new asymptotic theory for least squares series: Pointwise and uniform results (2012) (192)
Improving Point and Interval Estimates of Monotone Functions by Rearrangement (2008) (179)
Monge-Kantorovich Depth, Quantiles, Ranks and Signs (2014) (175)
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis (2004) (173)
Double machine learning for treatment and causal parameters (2016) (166)
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments (2017) (160)
Quantile Regression with Censoring and Endogeneity (2011) (159)
Anti-concentration and honest, adaptive confidence bands (2013) (154)
Post-Selection Inference for Generalized Linear Models With Many Controls (2013) (150)
Fragility of Asymptotic Agreement Under Bayesian Learning (2008) (150)
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach (2014) (148)
Inference for High-Dimensional Sparse Econometric Models (2011) (142)
Pivotal estimation via square-root Lasso in nonparametric regression (2011) (141)
Locally Robust Semiparametric Estimation (2016) (139)
Handbook of quantile regression (2017) (139)
SUPPLEMENT TO \GAUSSIAN APPROXIMATIONS AND MULTIPLIER BOOTSTRAP FOR MAXIMA OF SUMS OF HIGH-DIMENSIONAL RANDOM VECTORS" (2012) (135)
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (2017) (134)
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments (2015) (134)
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems (2013) (132)
Local Identification of Nonparametric and Semiparametric Models (2011) (128)
Inference in High-Dimensional Panel Models With an Application to Gun Control (2014) (123)
ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models (2011) (118)
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models (2003) (115)
Conditional Quantile Processes Based on Series or Many Regressors (2011) (101)
High Dimensional Sparse Econometric Models: An Introduction (2011) (98)
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks (2009) (93)
Subsampling Inference on Quantile Regression Processes (2005) (91)
Double/Debiased Machine Learning for Treatment and Causal Parameters (2016) (90)
Program evaluation with high-dimensional data (2013) (87)
Optimal Targeted Lockdowns in a Multigroup SIR Model (2021) (87)
The Impact of Big Data on Firm Performance: An Empirical Investigation (2018) (84)
Vector quantile regression: An optimal transport approach (2014) (82)
Debiased machine learning of conditional average treatment effects and other causal functions (2017) (81)
On the Computational Complexity of MCMC-Based Estimators in Large Samples (2007) (80)
Inference on Causal and Structural Parameters using Many Moment Inequalities (2013) (77)
Finite Sample Inference for Quantile Regression Models (2006) (77)
Parameter Set Inference in a Class of Econometric Models (2004) (74)
Testing Many Moment Inequalities (2013) (73)
UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK. (2015) (72)
Quantile Models with Endogeneity (2013) (72)
Lasso Methods for Gaussian Instrumental Variables Models (2010) (70)
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (2015) (66)
Implications of Heterogeneous Sir Models for Analyses of Covid-19 (2020) (65)
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India (2018) (65)
Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers (2018) (65)
Instrumental Variable Quantile Regression (2004) (62)
Quantile Regression under Misspecification (2004) (60)
Extremal quantile regression: An overview (2016) (59)
Double/de-biased machine learning using regularized Riesz representers (2018) (57)
Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data (2018) (57)
High-dimensional econometrics and regularized GMM (2018) (55)
Constrained conditional moment restriction models (2015) (54)
Distributional conformal prediction (2019) (53)
Automatic Debiased Machine Learning of Causal and Structural Effects (2018) (53)
Identification and estimation of marginal effects in nonlinear panel models (2008) (51)
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (2013) (51)
The sorted effects method: discovering heterogeneous effects beyond their averages (2015) (50)
On cross-validated Lasso in high dimensions (2016) (49)
hdm: High-Dimensional Metrics (2016) (45)
Improved central limit theorem and bootstrap approximations in high dimensions (2019) (45)
Rearranging Edgeworth–Cornish–Fisher expansions (2007) (43)
Nonparametric identification in panels using quantiles (2013) (43)
Inference approaches for instrumental variable quantile regression (2007) (42)
Orthogonal Machine Learning for Demand Estimation: High Dimensional Causal Inference in Dynamic Panels (2017) (42)
Honest Confidence Regions for Logistic Regression with a Large Number of Controls (2013) (40)
Implementing Intersection Bounds in Stata (2013) (40)
Inference on parameter sets in econometric models (2006) (40)
Practical and robust $t$-test based inference for synthetic control and related methods (2018) (39)
Using Double-Lasso Regression for Principled Variable Selection (2016) (39)
LASSO-Driven Inference in Time and Space (2018) (37)
Semi-Parametric Efficient Policy Learning with Continuous Actions (2019) (36)
Detailed proof of Nazarov's inequality (2017) (34)
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game (2015) (34)
Uniform post selection inference for LAD regression models (2013) (33)
Improving Estimates of Monotone Functions by Rearrangement (2007) (33)
A Lava Attack on the Recovery of Sums of Dense and Sparse Signals (2015) (32)
Adversarial Estimation of Riesz Representers (2020) (31)
Uniform post selection inference for LAD regression and other z-estimation problems (2013) (31)
Learning L2 Continuous Regression Functionals via Regularized Riesz Representers (2018) (29)
Inference for best linear approximations to set identified functions (2012) (27)
HONEST CONFIDENCE REGIONS FOR A REGRESSION PARAMETER IN LOGISTIC REGRESSION WITH A LARGE NUMBER OF CONTROLS (2013) (27)
Extremal Quantiles and Value-at-Risk (2006) (26)
Inference on sets in finance (2012) (26)
Nearly optimal central limit theorem and bootstrap approximations in high dimensions (2020) (25)
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (2016) (25)
The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis (2021) (24)
CQIV: Stata module to perform censored quantile instrumental variables regression (2012) (22)
Post-l1-penalized estimators in high-dimensional linear regression models (2010) (21)
Network and panel quantile effects via distribution regression (2018) (21)
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables (2017) (21)
Deeply-Debiased Off-Policy Interval Estimation (2021) (21)
Vector Quantile Regression (2014) (20)
Inference for heterogeneous effects using low-rank estimations (2018) (20)
Quantile and average effects in nonseparable panel models (2009) (20)
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models (2014) (20)
Robust inference in high-dimensional approximately sparse quantile regression models (2013) (20)
Nonparametric and Semiparametric Analysis of a Dynamic Game Model (2008) (20)
Estimation and Inference about Conditional Average Treatment Effect and Other Structural Functions. (2020) (20)
On the asymptotic theory for least squares series : pointwise and uniform results (2013) (19)
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION (2007) (19)
Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models (2018) (18)
Inference on Quantile Regression Process, an Alternative (2002) (18)
Nonparametric and Semiparametric Analysis of a Dynamic Discrete Game (2009) (18)
Fragility of asymptotic agreement under Bayesian learning: Fragility of asymptotic agreement (2016) (18)
Set identification and sensitivity analysis with Tobin regressors (2010) (17)
Confidence bands for coefficients in high dimensional linear models with error-in-variables (2017) (17)
Conditional Extremes and Near-Extremes (2000) (16)
Advances in Economics and Econometrics: Inference for High-Dimensional Sparse Econometric Models (2013) (16)
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects (2011) (16)
Semiparametric estimation of structural functions in nonseparable triangular models (2017) (16)
Estimation and Inference about Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels. (2017) (16)
Demand Analysis with Many Prices (2019) (15)
Bound Analysis in Panel Models with Correlated Random Eects (2005) (15)
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions (2017) (14)
Vector quantile regression beyond the specified case (2017) (14)
Mastering Panel Metrics: Causal Impact of Democracy on Growth (2019) (13)
Fast algorithms for the quantile regression process (2019) (13)
NOTES AND COMMENTS AN IV MODEL OF QUANTILE TREATMENT EFFECTS (2005) (13)
Minimax semiparametric learning with approximate sparsity (2019) (13)
Inference for Distributional Effects Using Instrumental Quantile Regression (2002) (12)
Nonseparable multinomial choice models in cross-section and panel data (2017) (12)
Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression (2021) (11)
Inference on average treatment effects in aggregate panel data settings (2019) (11)
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests (2021) (11)
The Association of Opening K-12 Schools and Colleges with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis (2021) (10)
Vector quantile regression and optimal transport, from theory to numerics (2020) (10)
DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python (2021) (10)
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations (2017) (10)
High-Dimensional Metrics in R (2016) (10)
Quantile graphical models : prediction and conditional independence with applications to financial risk management (2016) (10)
Posterior Inference in Curved Exponential Families Under Increasing Dimensions (2007) (10)
Central limit theorems and multiplier bootstrap when p is much larger than n (2012) (10)
Censored quantile instrumental-variable estimation with Stata (2018) (10)
Subvector Inference in Partially Identified Models with Many Moment Inequalities (2018) (10)
A $t$-test for synthetic controls (2018) (10)
Likelihood Inference in a Class of Nonregular Econometric Models (2002) (9)
High-Dimensional Econometrics and Generalized GMM (2018) (9)
Distribution regression with sample selection, with an application to wage decompositions in the UK (2018) (9)
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes (2018) (9)
Shape-Enforcing Operators for Point and Interval Estimators (2018) (9)
Subvector inference in PI models with many moment inequalities (2019) (8)
DoubleML - An Object-Oriented Implementation of Double Machine Learning in R (2021) (8)
Vector quantile regression beyond correct specification (2016) (8)
High Dimensional Sparse Econometric Models : An (2011) (8)
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees (2021) (8)
Inference on the Instrumental Quantile Regression Process for Structural and Treatment Effect Models (2004) (8)
Long Story Short: Omitted Variable Bias in Causal Machine Learning (2021) (8)
High-dimensional linear models with many endogenous variables (2017) (8)
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression (2016) (8)
Comparison and anti-concentration bounds for maxima of Gaussian random vectors (2014) (8)
Admissible Invariant Similar Tests For Instrumental Variables Regression (2009) (7)
Quantile graphical models: prediction and conditional independence with applications to systemic risk (2016) (7)
Closing the U.S. gender wage gap requires understanding its heterogeneity (2018) (7)
Future-Dependent Value-Based Off-Policy Evaluation in POMDPs (2022) (7)
Inference: An Elementary, General Approach (2015) (7)
Estimation of treatment effects with high-dimensional controls (2011) (7)
PIVOTAL ESTIMATION OF NONPARAMETRIC FUNCTIONS VIA SQUARE-ROOT LASSO (2011) (7)
Inference on sets in finance: Inference on sets in finance (2015) (6)
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) (2018) (5)
Hedonic Prices and Quality Adjusted Price Indices Powered by AI (2021) (5)
Set identification with Tobin regressors (2009) (5)
Omitted Variable Bias in Machine Learned Causal Models (2021) (5)
A SIMPLE AND PRACTICAL APPROACH TO HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT INFERENCE WITH WEAK INSTRUMENTS (2005) (5)
Local Identification of Nonparametric and Semiparametric Models Citation (2013) (4)
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework (2020) (4)
IDENTIFYING MULTI-ATTRIBUTE HEDONIC MODELS (2014) (4)
Extremum sieve estimation in k-out-of-n systems (2014) (4)
Simple 3-Step Censored Quantile Regression and Extramarital Affairs (2001) (4)
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap (2019) (4)
Counterfactual: An R Package for Counterfactual Analysis (2016) (3)
High-Dimensional Metrics (2016) (3)
Counterfactual analysis in R: a vignette (2017) (3)
Inference for Low-Rank Models (2021) (3)
High-Dimensional Quantile Regression (2017) (3)
The Double-Lasso Method for Principled Variable Selection. (2019) (3)
High dimensional problems in econometrics (2015) (3)
Causal Bias Quantification for Continuous Treatment (2021) (3)
Book Reviews (2018) (3)
Supplement to “program evaluation and causal inference with high-dimensional data" (2017) (2)
Inference on average welfare with high-dimensional state space (2019) (2)
Likelihood inference for some non-regular econometric models (2002) (2)
High-Dimensional Data Bootstrap (2022) (2)
Correction to: Vector quantile regression and optimal transport, from theory to numerics (2020) (1)
Coupling inequalities for suprema of non-centered empirical and bootstrap processes (2015) (1)
Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions (2021) (1)
Uniform Convergence of Transport Maps (2014) (1)
INFERENCE FOR EXTREMAL CONDITIONAL QUANTILE MODELS (EXTREME VALUE INFERENCE FOR QUANTILE REGRESSION) (2005) (1)
PENALIZED QUANTILE REGRESSION IN SPARSE HIGH-DIMENSIONAL MODELS (2008) (1)
Mini-Workshop: Frontiers in Quantile Regression (2012) (1)
CLRBOUND: Stata module to perform estimation and inference on intersection bounds (2013) (1)
Inference on weighted average value function in high-dimensional state space (2019) (1)
Penalized Least Squares Methods for Latent Variables Models ∗ (2010) (1)
Learning and Disagreement in an Uncertain World 1 (2007) (1)
Single market non-parametric identification of multi-attribute hedonic equilibrium models (2019) (1)
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference (2020) (1)
SUPPLEMENT TO “QUANTILE REGRESSION UNDER MISSPECIFICATION, WITH AN APPLICATION TO THE U.S. WAGE STRUCTURE”: VARIABLE DEFINITIONS, DATA, AND PROGRAMS (2006) (1)
Inference on sets in finance Quantitative Economics (2015) (1)
Improving Immunization Coverage Through Incentives, Reminders, and Social Networks in India (2022) (1)
SortedEffects: Sorted Causal Effects in R (2019) (1)
Massachusetts Institute of Technology Department of Economics Working Paper Series Quantile Regression under Misspecification with an Application to the Libraries Quantile Regression under Misspecification, with an Application Wage Structure (2011) (0)
New goods, productivity and the measurement of inflation (2020) (0)
14.382 Spring 2017 Lecture 6: Nonlinear and Binary Regression, Predictive Effects, and M-Estimation (2017) (0)
Post-[script l]\2081-penalized estimators in high-dimensional linear regression models (2010) (0)
Comment (2015) (0)
ST ] 1 6 M ay 2 01 1 LOCAL IDENTIFICATION OF NONPARAMETRIC AND SEMIPARAMETRIC MODELS (2011) (0)
Referees (2018) (0)
E ] 3 1 D ec 2 01 1 INFERENCE FOR HIGH-DIMENSIONAL SPARSE ECONOMETRIC MODELS (2012) (0)
Department Ot Economics Working Paper Series Inference on Quantile Regression Process, an Alternative Inference on Quantile Regression Process, an Alternative Inference on Quantile Regression Process, an Alternative (2011) (0)
V. CHERNOZHUKOV, I. FERNÁNDEZ-VAL, AND B. MELLY (2013) (0)
Stochastics and Applications Joint Lids-orc Seminar Quantile and Probability Curves without Crossing Friday, February 29th 2:30pm, Grier Room a Mit (0)
Digitized by the Internet Archive in 2011 with Funding from Instrumental Variable Quantile Regression Instrumental Variable Quantile Regression* (0)
Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data (2019) (0)
Digitized by the Internet Archive in 2011 with Funding from Massachusetts Institute of Technology Department of Economics Working Paper Series Finite Sample Inference for Quantile Regression Models Libraries Finite Sample Inference for Quantile Regression Models (2011) (0)
Likelihood Estimation & Inference in a Class of Nonregular Econometric Models Librar Ies Likelihood Estimation and Inference Ln a Class of Nonregular Econometric Models (2011) (0)
Estimation and Inference Methods for Sorted Causal Effects and Classification Analysis [R package SortedEffects version 1.4.0] (2021) (0)
Best Linear Predictor with Missing Response: Locally Robust Approach (2017) (0)
QUANTILE INSTRUMENTAL VARIABLE ESTIMATION WITH STATA By (2018) (0)
Finite-Sample Inference Methods for Quantile Regression Models (2004) (0)
Quantile Instrumental Variable Estimation via Control Functions (2009) (0)
Estimation and Inference Methods for Sorted Causal Effects and Classification Analysis [R package SortedEffects version 1.2.0] (2020) (0)
Digitized by the Internet Archive in 2011 with Funding from Boston Library Consortium Iviember Libraries Fragility of Asymptotic Agreement under Bayesian Learning Fragility of Asymptotic Agreement Mider Bayesian Learning* (2011) (0)
A P ] 1 9 N ov 2 01 2 INFERENCE ON SETS IN FINANCE (0)
Toward personalized inference on individual treatment effects. (2023) (0)
Correction to: Vector quantile regression and optimal transport, from theory to numerics (2020) (0)
Causal Bias Quantification for Continuous Treatments (2021) (0)
Learning Financial Network with Focally Sparse Structure (2021) (0)
NBER WORKING PAPER SERIES QUANTILE REGRESSION WITH CENSORING AND ENDOGENEITY (2011) (0)
2011 Editorial Collaborators (2011) (0)
Estimation and Inference on Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels under Weak Dependence (2017) (0)
M L ] 3 0 Ja n 20 17 Double / Debiased / Neyman Machine Learning of Treatment Effects by (0)
Comments and Discussion (2021) (0)
A Model of Causal Quantile Treatment Effects (0)
Uniform Convergence of Empirical Transport Maps (2014) (0)
-penalized Quantile Regression in High-dimensional Sparse Models 1 (2011) (0)
M E ] 2 7 A pr 2 00 7 QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING (2008) (0)
Vector quantile regression and optimal transport, from theory to numerics (2020) (0)
Replication data for: The Impact of Big Data on Firm Performance: An Empirical Investigation (2019) (0)
No . 10 / 04 Intersection Bounds : Estimation and Inference (2009) (0)
Visible . A Service of zbw (2014) (0)
Digitized by the Internet Archive in 2011 with Funding from Boston Library Consortium Iviember Libraries Massachusetts Institute of Technology Department of Economics Working Paper Series Extremal Quantiles and Value-at-risk Extremal Quantiles and Value-at-risk Extremal Quantiles and Value-at-risk W (0)
14.382 Spring 2017 Lecture 12: Treatment Effects (2017) (0)
High-Dimensional Metrics [R package hdm version 0.3.1] (2019) (0)
Ja n 20 15 MONGE-KANTOROVICH DEPTH , QUANTILES , RANKS , AND SIGNS (0)
Learning Network with Focally Sparse Structure (2021) (0)
14.382 Spring 2017 Lecture 7: Distribution Regression and Counterfactual Analysis (2017) (0)
SUPPLEMENT TO “LOCAL IDENTIFICATION OF NONPARAMETRIC AND SEMIPARAMETRIC MODELS” (2014) (0)
J ul 2 02 1 INFERENCE FOR LOW-RANK MODELS (2021) (0)
Double Machine Learning in R [R package DoubleML version 0.1.1] (2020) (0)
REARRANGING ESTIMATORS OF THE VALUE-AT-RISK AND OTHER RISK MEASURES (2007) (0)
Fast algorithms for the quantile regression process (2020) (0)
Computational Complexity of MCMC Sampling under the CLT Framework (2005) (0)
Mathematical Statistics of Partially Identified Objects (2013) (0)
M ar 2 01 0 POST-l 1-PENALIZED ESTIMATORS IN HIGH-DIMENSIONAL LINEAR REGRESSION MODELS (2010) (0)
J un 2 01 1 High Dimensional Sparse Econometric Models : An Introduction (2011) (0)
Rates of Convergence in Common Value Auctions (0)

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